"Davar Khoshnevisan, Department of Math, Univ of Utah"

α=0.3
α=0.5
α=0.7
α=1

α=1.1
α=1.5
α=1.7
α=1.8

α=1.9
α=2.0
α=1
α=1

α=1.9
α=2
α=2
α=2

An avi movie of dynamical random walk, scaled to simulate the Ornstein-Uhlenbeck process on Wiener space. (1.35 GB!) This movie uses MatLab software written in 2004 by David A. Levin. Its little cousin is smaller (67.3 MB).

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α=0.3	α=0.5	α=0.7	α=1
α=1.1	α=1.5	α=1.7	α=1.8
α=1.9	α=2.0	α=1	α=1
α=1.9	α=2	α=2	α=2
An avi movie of dynamical random walk, scaled to simulate the Ornstein-Uhlenbeck process on Wiener space. (1.35 GB!) This movie uses MatLab software written in 2004 by David A. Levin. Its little cousin is smaller (67.3 MB).